-51.1%
DOCS vs BIDU
-51.4%
+0.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +19.4% | -8.7% | +28.1% | +22.3% |
| 3M | +53.4% | -28.5% | +81.9% | +67.0% |
| 6M | +28.8% | -37.0% | +65.8% | +43.5% |
| YTD | -25.1% | -39.2% | +14.1% | -17.0% |
| 1Y | -48.1% | -35.6% | -12.6% | -44.0% |
| 3Y | +51.4% | -27.5% | +78.9% | +48.6% |
| 5Y | -51.1% | -49.8% | -1.3% | -45.2% |
| All | -51.1% | -51.4% | +0.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling